ECBOT 10 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
124-040 |
124-045 |
0-005 |
0.0% |
123-110 |
| High |
124-075 |
124-090 |
0-015 |
0.0% |
124-105 |
| Low |
123-185 |
123-275 |
0-090 |
0.2% |
123-030 |
| Close |
124-035 |
124-035 |
0-000 |
0.0% |
124-090 |
| Range |
0-210 |
0-135 |
-0-075 |
-35.7% |
1-075 |
| ATR |
0-187 |
0-184 |
-0-004 |
-2.0% |
0-000 |
| Volume |
1,442,195 |
1,153,515 |
-288,680 |
-20.0% |
2,440,849 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-112 |
125-048 |
124-109 |
|
| R3 |
124-297 |
124-233 |
124-072 |
|
| R2 |
124-162 |
124-162 |
124-060 |
|
| R1 |
124-098 |
124-098 |
124-047 |
124-063 |
| PP |
124-027 |
124-027 |
124-027 |
124-009 |
| S1 |
123-283 |
123-283 |
124-023 |
123-248 |
| S2 |
123-212 |
123-212 |
124-010 |
|
| S3 |
123-077 |
123-148 |
123-318 |
|
| S4 |
122-262 |
123-013 |
123-281 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-193 |
127-057 |
124-307 |
|
| R3 |
126-118 |
125-302 |
124-199 |
|
| R2 |
125-043 |
125-043 |
124-162 |
|
| R1 |
124-227 |
124-227 |
124-126 |
124-295 |
| PP |
123-288 |
123-288 |
123-288 |
124-003 |
| S1 |
123-152 |
123-152 |
124-054 |
123-220 |
| S2 |
122-213 |
122-213 |
124-018 |
|
| S3 |
121-138 |
122-077 |
123-301 |
|
| S4 |
120-063 |
121-002 |
123-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-105 |
123-050 |
1-055 |
0.9% |
0-163 |
0.4% |
81% |
False |
False |
954,635 |
| 10 |
124-105 |
122-290 |
1-135 |
1.1% |
0-136 |
0.3% |
85% |
False |
False |
722,452 |
| 20 |
124-280 |
122-145 |
2-135 |
2.0% |
0-172 |
0.4% |
68% |
False |
False |
1,031,674 |
| 40 |
130-140 |
122-145 |
7-315 |
6.4% |
0-225 |
0.6% |
21% |
False |
False |
864,729 |
| 60 |
130-140 |
122-145 |
7-315 |
6.4% |
0-192 |
0.5% |
21% |
False |
False |
577,322 |
| 80 |
131-050 |
122-145 |
8-225 |
7.0% |
0-156 |
0.4% |
19% |
False |
False |
433,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-024 |
|
2.618 |
125-123 |
|
1.618 |
124-308 |
|
1.000 |
124-225 |
|
0.618 |
124-173 |
|
HIGH |
124-090 |
|
0.618 |
124-038 |
|
0.500 |
124-023 |
|
0.382 |
124-007 |
|
LOW |
123-275 |
|
0.618 |
123-192 |
|
1.000 |
123-140 |
|
1.618 |
123-057 |
|
2.618 |
122-242 |
|
4.250 |
122-021 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
124-031 |
124-018 |
| PP |
124-027 |
124-002 |
| S1 |
124-023 |
123-305 |
|